-35.3%
CLS vs ALLE
+15.5%
-50.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.1% | +7.5% |
| 7D | -10.6% | -0.6% | -9.9% | -10.5% |
| 30D | -38.4% | +26.6% | -65.1% | -40.9% |
| 3M | -29.9% | +13.2% | -43.0% | -30.2% |
| 6M | -40.6% | +42.9% | -83.5% | -45.3% |
| YTD | -24.6% | +21.0% | -45.6% | -29.9% |
| All | -35.3% | +15.5% | -50.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling